A new parsimonious recurrent forecasting model in singular spectrum analysis

DOI10.1002/for.2484zbMath1398.62241OpenAlexW2738796499MaRDI QIDQ4961418

Rahim Mahmoudvand, Paulo Canas Rodrigues

Publication date: 29 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2484

zbMATH Keywords

bootstraptime series analysisnonparametric methodwindow lengthforecasting model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (4)

Vector and recurrent singular spectrum analysis: which is better at forecasting? ⋮ A new approach for the vector forecast algorithm in singular spectrum analysis ⋮ Unnamed Item ⋮ Randomized singular spectrum analysis for long time series

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